How well does duration measure interest rate risk and does the convexity adjustment matter?
Joel R. Barber
| Year of publication: |
2021
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|---|---|
| Authors: | Barber, Joel R. |
| Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb. : Creighton Univ., ISSN 1939-8123, ZDB-ID 2432432-2. - Vol. 59.2021, 1/2, p. 1-28
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| Subject: | Duration | Convexity | Term Structure | Zinsrisiko | Interest rate risk | Zinsstruktur | Yield curve | Theorie | Theory | Dauer | Schätzung | Estimation | Anleihe | Bond | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012744707